Octave/MATLAB Toolbox for Adaptive Vector-TVAR Identifiaction

[Michael Jachan]

Dear Octave community,

does anybody of you know if there exists a toolbox for adaptive (RLS) 
identification of a multivariate time-varying autoregressive process?

Thank you and best wishes,


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Michael Jachan   --   Signal Processing   --   ERASMUS Coordinator
Institute of Communications and Radio-Frequency Engineering
Vienna University of Technology, A-1040 Vienna, Gusshausstr. 25/E389
www.nt.tuwien.ac.at/dspgroup/tfgroup/mjachan.html
email: address@hidden, phone: ++43 (0)1 58801 38914



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